Good one about the current crisis:http://www.charlierose.com/view/interview/10049
Interesting to see Jack Welch's view regarding bonuses on Wall Street.
A little bit old, but also interesting interview with Bill Ackman:http://www.charlierose.com/view/interview/9498
I believe this is a rich font of information, I would recommend also the interviews with Mohammed El-Erian (PIMCO CEO and Ex Harvard Management Company), David F. Swensen (CIO at Yale University), Erwin "Magic" Johnson, Michael Porter, and many others...
Rhyme´s guide to interviewing